Hi, crabbiepattie's answer was a little blunt but accurate. Often simple things appear more complicated than common sense suggests. The reason for calling a service engineer is due to the lethal nature of the device. Here is my standard reply to everyone who asks me about how to deal with a microwave problem
Whatever happens please remember you are messing around in a piece of equipment that runs at 4000volts and due to the design of its circuitry under certain fault conditions it remains lethal months after having been disconnected from the mains supply. its not rocket science as they say, but it is not for the layman either. Contact me via microwave-repairs.co.uk if you need further help.
An intelligent person should heed the warning, your microwave will not kill me, but it may kill you. Having said all that, I agree, it is a nonsense to have to call an engineer to change a lamp. If it were my decision, lamps would not be fitted to microwave ovens. If you need a lamp you can't cook.